Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 9.33% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 856,777 | 285,592 | 87,832 CHF | 32,133 CHF | 97.66% | 97.66% |
19/11/2024 | 7.89% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 91,687 CHF | 33,062 CHF | 95.33% | 95.33% |
18/11/2024 | 6.62% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 110,405 CHF | 39,302 CHF | 96.28% | 96.28% |
15/11/2024 | 6.89% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 743,608 | 247,869 | 105,949 CHF | 37,795 CHF | 96.42% | 96.42% |
14/11/2024 | 6.99% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 103,794 CHF | 37,098 CHF | 97.16% | 97.16% |
13/11/2024 | 6.42% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 113,819 CHF | 40,440 CHF | 97.85% | 97.85% |
12/11/2024 | 5.38% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 733,654 | 244,551 | 132,845 CHF | 46,727 CHF | 92.65% | 92.65% |
11/11/2024 | 4.94% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 670,139 | 223,380 | 132,267 CHF | 46,323 CHF | 98.11% | 98.11% |
08/11/2024 | 4.19% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 140,442 CHF | 48,814 CHF | 96.63% | 96.63% |
07/11/2024 | 3.82% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 154,417 CHF | 53,472 CHF | 98.05% | 98.05% |